I do like the idea of getting up early as Bob mentioned, early as in before the spider wakes up.

Anyone try a white fil card to bounce/ reflect light back into the web?
Take it (ummmmmmmmmmmmmmm) light.
Mark
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Ok, time for sing along: "An eeensy teensy spider climbed up the water spout....(c'mon, you all know the words)... down came the rain and washed the spider out...."

As to the spray paint idea:
Have you given thought to how the chemicals in the paint might affect the spider?
I can imagine that it can't be good to consume prey that's been snared in a painted web.

I really like the water mist idea. Invigorating for the spider too !!! Hey Bob, how bout trying a circular polarizer in a shot with strong side or even backlighting?

I realize this isn't a Nature Photographer's forum, but like those above said, please don't ever do anything that can or would result in injury or sickness to the subject (or anything else for that matter). I imagine that since the spider web is stunning enough to shoot, then you wouldn't want to do anything to jeopardize the health of the spider.

One thing I've learned through the years is that spider webs are usually engineered in such a way that they will face the morning rays of the sun (...for quicker drying time I guess).
If you look toward a rising sun, you can see the dewed webs glistening from many yards away.
Angling your point of view toward the sun will accentuate the effect of the reflective beads of water but you will need to be ever cognizant if lens flare.

Another tip I've found helpful is to wear waterproof boots and an old pair of rain pants over my trousers. This helps keep me dry when working close to the ground or in wet grass.

I abhor the practice of painting or altering a web to make it appear more photographic.
I've heard of photographers using a fine-spray mister to add dew where it didn't exist and I guess that's OK...as long as there are no rules of ethics compromised where the photo will eventually be displayed.
I've even heard of folks spraying refrigerant onto a bug to immobilize it for a photo. This is just plain WRONG in my opinion.

Capturing a nice spider in its web or just the web itself requires you to be up early – just after sunrise is best. It also requires that you do some pre-shooting planning. You know that saying that luck favors the prepared; well, in most nature photography this is very true. Learning a little about the spiders who call your area home will make it easier to predict when you are most likely to find intact webs and when the spider is most likely to still be around. Different spiders build different type webs and each spider sub-species exhibits a different behavior. Some seem almost oblivious to the presence of you and your camera while others will skittle away as soon as you come close and some even destroy their webs while running away. As to how to best capture the beauty of a web, again, early morning is usually the best time and after a light rain or when dew is heavy can create a nice scene. Try various angles and if you have more than one lens, try each lens. Macro lenses are great, but I have also used a zoom and even a wide angle. I find that setting exposure compensation to anything between minus ½ to a full stop can help make the web pop. I prefer natural light; however, side lighting and/or backlighting can be effective if done right.

Boots and rainpants are a good idea. There have been a couple of morning I came back from shooting with my shoes squishing and my pants soaked to the knee, just from walking through a field!

I have a pair of ski pants that I use when shooting in the winter, to keep warm, but more importantly, to keep the snow from getting me wet when I am kneeling in it. Wet cloths in the summer is annoying, in the winter it can be dangerous! Sorry, end of hijack! ;-)

..but, Oh Boy, I don't like to get up early... I shot this yesterday around 9:30a.m. after my breakfast and morning coffee.

Those are great shots Irene and Nobi!
I've seen those golden orb weavers a few times...and we have a lot of marbled orb weavers around here which are quite interesting and fascinating to watch.
I've never seen Nobi's "crab gal" before...very interesting looking critter.

Nobi,
It's true that outdoor photog's are nature lovers. They learn to respect and appreciate what's around them.
We have a "cousin" to that spiny-back here but he(she) is black/gray with a really weird looking abdomen. I've tried several times to get a decent photo but they build their webs in deep shade and I can never get anything with my bellows or extension tubes because it's always too dark.

Last night was a perfect example of why my neighbors look at me with just a little concern for my sanity. I was already in bed and about to turn the light out when I remembered that my car was still under the trees – to keep it cool during a very hot day – and that this was not a good place if the forecasted storms arrived. On my way out of the house I saw that the side of my house was covered with all sorts of neat bugs. I spent the next 90 minutes going around with jars and a net capturing some of the insects and bringing them into the light so that I could capture their image! I am happy to report that no insect was harmed and all were released where found and they seemed none the worse for having posed for my camera. Now that is the sign of a true nature lover and perhaps a real nut!

Have fun hunting for cool things to photograph, folks!